Here's the notable 15.00 GMT expiries that the DTCC have listed for today 6 Jan
- EURUSD 1.0500 (EUR 2.42bln) 1.0600 (505m) 1.0700 (2.41bln) 1.0800 (281m) 1.0850 (690m)
- USDJPY 115.00 (USD 1.3bln) 116.00 (700m) 117.00 (420m) 117.25 (380m) 118.00 (839m)
- USDCAD 1.3245 (USD 300m) 1.3300 (1.26bln)
- NZDUSD 0.7005 (NZD 173m)
Large EURUSD contracts in play and seemingly book-ending the range.
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options which we have at 1.0300 on EURUSD and 119.00 & 120.00 on USDJPY
For my latest post on how to use this info click here.
